+17.0%
RSP vs ECHO
+14.6%
+2.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -1.3% |
| 7D | -0.4% | +8.6% | -9.0% | -0.9% |
| 30D | -1.5% | +3.8% | -5.3% | -1.8% |
| 3M | +4.8% | -19.9% | +24.7% | +5.9% |
| 6M | +10.3% | -12.1% | +22.3% | +10.3% |
| YTD | +14.1% | -14.1% | +28.1% | +13.6% |
| 1Y | +17.0% | +15.9% | +1.2% | +12.9% |
| All | +17.0% | +14.6% | +2.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling